ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-22 08:43:45
Started: 2026-06-22 10:43:45.485933+02:00
Interval: 5s
Horizons: [10, 30, 60]

Last runner error: kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 28423
Total labels: 85269
Pending labels: 65786
Labeled snapshots: 19483
Labels with advanced TP/SL: 485
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 7700
Short labels: 7386
Flat labels: 4397
Latest snapshot: 2026-06-24 22:02:09.797782+02:00
Recent trades snapshots: 28422
Micro candles: 568420
Avg data quality: 75.9050065088132850
Latest latency: 9670 ms
Missing fields: 1

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 59 of 2843 · 28423 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-06-24 20:16:16.644634+02:00	binance	VELVET/USDT:USDT	0.47315	80	6732 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:16:09.782756+02:00	mexc	VELVET/USDT:USDT	0.47235	68	5292 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:16:04.417014+02:00	htx	VELVET/USDT:USDT	0.46518	80	6143 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:15:45.430515+02:00	gate	VELVET/USDT:USDT	0.47164	68	9912 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:15:35.250108+02:00	binance	VELVET/USDT:USDT	0.47215	80	6971 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:15:27.988038+02:00	mexc	VELVET/USDT:USDT	0.47205	68	5038 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:15:22.887110+02:00	htx	VELVET/USDT:USDT	0.464765	80	5958 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:15:00.097874+02:00	gate	VELVET/USDT:USDT	0.47094	68	10650 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:14:49.309034+02:00	binance	VELVET/USDT:USDT	0.47395	80	6410 ms	10s pending - 30s pending - 60s pending -	pending
2026-06-24 20:14:42.783107+02:00	mexc	VELVET/USDT:USDT	0.47355	78	4409 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.4731
Best ask: 0.4732
Spread: 0.0001
Spread %: 0.021135
Mid price: 0.47315
Last price: 0.4725
Mark price: -
Index price: -

Order Book

Bid depth 5: 3079
Ask depth 5: 2648
Bid depth 10: 7885
Ask depth 10: 16784
Bid depth 20: 16226
Ask depth 20: 31981
Imbalance 5: 0.075258
Imbalance 10: -0.360736
Imbalance 20: -0.32682
Top bid size: 126
Top ask size: 35
Bid wall score: 0.007765
Ask wall score: 0.001094

Dynamics

Bid depth 5 delta: -329
Ask depth 5 delta: 1085
Imbalance 5 delta: -0.295895
Bid depth 10 delta: -3899
Ask depth 10 delta: 11685
Imbalance 10 delta: -0.756697
Spread delta: 0
Mid price delta: 0.001
Wall shift score: -0.02535

Tape

Buy volume: 18523
Sell volume: 19834
Buy/sell delta: -1311
Buy/sell ratio: 0.933901
Avg trade size: 383.57
Large trade count: 5
Largest trade size: 6217

Candle

Return 1: 0.021169
Return 3: -0.337482
Volume 1: 5767
Volume avg 5: 48350.4
Momentum 5: 0.574713

Cross Exchange

Mid avg: 0.47033
Mid median: 0.471895
Price deviation %: 0.599579
Spread %: 1.524462

Funding / OI / Volume

Funding rate: 0.00022921
Funding delta: -0.0000022
Funding abs: 0.00022921
Funding pressure: 0.00023141
Open interest: 23148604
Volume 24h: 45330521
Quote volume 24h: 20517152.93909
Price change 24h %: -0.985

Quality

Capture latency ms: 6732
Order book timestamp: 2026-06-24 20:16:14.297000+02:00
Ticker timestamp: 2026-06-24 20:16:03.511000+02:00
Trades timestamp: 2026-06-24 20:16:15.542000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.4722
Best ask: 0.4725
Spread: 0.0003
Spread %: 0.063512
Mid price: 0.47235
Last price: 0.4724
Mark price: -
Index price: 0.4715

Order Book

Bid depth 5: 530
Ask depth 5: 829
Bid depth 10: 1536
Ask depth 10: 2261
Bid depth 20: 3966
Ask depth 20: 4008
Imbalance 5: -0.220015
Imbalance 10: -0.19094
Imbalance 20: -0.005267
Top bid size: 120
Top ask size: 10
Bid wall score: 0.030257
Ask wall score: 0.002495

Dynamics

Bid depth 5 delta: -479
Ask depth 5 delta: -1731
Imbalance 5 delta: 0.214561
Bid depth 10 delta: -1068
Ask depth 10 delta: -1080
Imbalance 10 delta: -0.06697
Spread delta: 0.0002
Mid price delta: 0.0003
Wall shift score: 0.023412

Tape

Buy volume: 3184
Sell volume: 920
Buy/sell delta: 2264
Buy/sell ratio: 3.46087
Avg trade size: 41.04
Large trade count: 8
Largest trade size: 390

Candle

Return 1: 0.063573
Return 3: -0.379747
Volume 1: 6
Volume avg 5: 840.2
Momentum 5: 0.339992

Cross Exchange

Mid avg: 0.470255
Mid median: 0.471845
Price deviation %: 0.445503
Spread %: 1.482175

Funding / OI / Volume

Funding rate: 0.000231
Funding delta: 0.000004
Funding abs: 0.000231
Funding pressure: 0.000235
Open interest: -
Volume 24h: 1194974
Quote volume 24h: 5450110.663
Price change 24h %: 0.42

Quality

Capture latency ms: 5292
Order book timestamp: 2026-06-24 20:16:07.477000+02:00
Ticker timestamp: 2026-06-24 20:16:06.701000+02:00
Trades timestamp: 2026-06-24 20:16:02.359000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.46016
Best ask: 0.4702
Spread: 0.01004
Spread %: 2.158304
Mid price: 0.46518
Last price: 0.47023
Mark price: -
Index price: -

Order Book

Bid depth 5: 1818
Ask depth 5: 2105
Bid depth 10: 45500
Ask depth 10: 4433
Bid depth 20: 55830
Ask depth 20: 49908
Imbalance 5: -0.073158
Imbalance 10: 0.822442
Imbalance 20: 0.056006
Top bid size: 17
Top ask size: 106
Bid wall score: 0.000304
Ask wall score: 0.002124

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: 0
Imbalance 5 delta: 0.000547
Bid depth 10 delta: 7934
Ask depth 10 delta: -6
Imbalance 10 delta: 0.033798
Spread delta: -0.00097
Mid price delta: 0.000415
Wall shift score: 0.000449

Tape

Buy volume: 5760
Sell volume: 7326
Buy/sell delta: -1566
Buy/sell ratio: 0.786241
Avg trade size: 130.86
Large trade count: 5
Largest trade size: 1460

Candle

Return 1: 0
Return 3: 0.174687
Volume 1: 0
Volume avg 5: 58.8
Momentum 5: 0.337139

Cross Exchange

Mid avg: 0.47015125
Mid median: 0.471845
Price deviation %: -1.057372
Spread %: 1.570771

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73180
Volume 24h: 176510
Quote volume 24h: 176510
Price change 24h %: 0.586109

Quality

Capture latency ms: 6143
Order book timestamp: 2026-06-24 20:16:02.998000+02:00
Ticker timestamp: 2026-06-24 20:16:03.330000+02:00
Trades timestamp: 2026-06-24 20:15:49.402000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.47143
Best ask: 0.47185
Spread: 0.00042
Spread %: 0.089051
Mid price: 0.47164
Last price: 0.47189
Mark price: 0.47144
Index price: 0.471433

Order Book

Bid depth 5: 7
Ask depth 5: 6
Bid depth 10: 17
Ask depth 10: 11
Bid depth 20: 72
Ask depth 20: 68
Imbalance 5: 0.076923
Imbalance 10: 0.214286
Imbalance 20: 0.028571
Top bid size: 1
Top ask size: 2
Bid wall score: 0.013889
Ask wall score: 0.029412

Dynamics

Bid depth 5 delta: -4
Ask depth 5 delta: -3
Imbalance 5 delta: -0.023077
Bid depth 10 delta: -4
Ask depth 10 delta: -6
Imbalance 10 delta: 0.109023
Spread delta: 0.00002
Mid price delta: 0.0007
Wall shift score: 0.029633

Tape

Buy volume: 87
Sell volume: 62
Buy/sell delta: 25
Buy/sell ratio: 1.403226
Avg trade size: 1.49
Large trade count: 2
Largest trade size: 23

Candle

Return 1: 0.229392
Return 3: 0.414947
Volume 1: 57
Volume avg 5: 64.6
Momentum 5: 0.816117

Cross Exchange

Mid avg: 0.46997625
Mid median: 0.471495
Price deviation %: 0.354007
Spread %: 1.571356

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3411900
Quote volume 24h: 1550969
Price change 24h %: -0.83

Quality

Capture latency ms: 9912
Order book timestamp: 2026-06-24 20:15:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:24.939000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.4721
Best ask: 0.4722
Spread: 0.0001
Spread %: 0.02118
Mid price: 0.47215
Last price: 0.4715
Mark price: -
Index price: -

Order Book

Bid depth 5: 3408
Ask depth 5: 1563
Bid depth 10: 11784
Ask depth 10: 5099
Bid depth 20: 18674
Ask depth 20: 13407
Imbalance 5: 0.371153
Imbalance 10: 0.39596
Imbalance 20: 0.164178
Top bid size: 630
Top ask size: 23
Bid wall score: 0.033737
Ask wall score: 0.001716

Dynamics

Bid depth 5 delta: 1550
Ask depth 5 delta: -1497
Imbalance 5 delta: 0.615561
Bid depth 10 delta: 5471
Ask depth 10 delta: -1251
Imbalance 10 delta: 0.398882
Spread delta: 0
Mid price delta: -0.0018
Wall shift score: 0.041181

Tape

Buy volume: 17079
Sell volume: 3953
Buy/sell delta: 13126
Buy/sell ratio: 4.320516
Avg trade size: 210.32
Large trade count: 8
Largest trade size: 1912

Candle

Return 1: 0.042382
Return 3: 0.318742
Volume 1: 31154
Volume avg 5: 51879.4
Momentum 5: 0.254831

Cross Exchange

Mid avg: 0.47042625
Mid median: 0.471495
Price deviation %: 0.366423
Spread %: 1.952485

Funding / OI / Volume

Funding rate: 0.00023141
Funding delta: 0.00000411
Funding abs: 0.00023141
Funding pressure: 0.00023552
Open interest: 23140979
Volume 24h: 45327070
Quote volume 24h: 20515717.43609
Price change 24h %: -0.737

Quality

Capture latency ms: 6971
Order book timestamp: 2026-06-24 20:15:33.090000+02:00
Ticker timestamp: 2026-06-24 20:15:21.089000+02:00
Trades timestamp: 2026-06-24 20:15:34.179000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.472
Best ask: 0.4721
Spread: 0.0001
Spread %: 0.021184
Mid price: 0.47205
Last price: 0.4716
Mark price: -
Index price: 0.4711

Order Book

Bid depth 5: 1009
Ask depth 5: 2560
Bid depth 10: 2604
Ask depth 10: 3341
Bid depth 20: 5682
Ask depth 20: 5425
Imbalance 5: -0.434576
Imbalance 10: -0.12397
Imbalance 20: 0.023139
Top bid size: 31
Top ask size: 6
Bid wall score: 0.005456
Ask wall score: 0.001106

Dynamics

Bid depth 5 delta: 432
Ask depth 5 delta: 2138
Imbalance 5 delta: -0.589731
Bid depth 10 delta: -1372
Ask depth 10 delta: 1694
Imbalance 10 delta: -0.538161
Spread delta: -0.0002
Mid price delta: -0.0015
Wall shift score: -0.009738

Tape

Buy volume: 3328
Sell volume: 1015
Buy/sell delta: 2313
Buy/sell ratio: 3.278818
Avg trade size: 43.43
Large trade count: 9
Largest trade size: 390

Candle

Return 1: -0.063573
Return 3: 0.191205
Volume 1: 494
Volume avg 5: 901.8
Momentum 5: 0.148652

Cross Exchange

Mid avg: 0.47080125
Mid median: 0.472245
Price deviation %: 0.265239
Spread %: 1.950929

Funding / OI / Volume

Funding rate: 0.000227
Funding delta: 0
Funding abs: 0.000227
Funding pressure: 0.000227
Open interest: -
Volume 24h: 1194836
Quote volume 24h: 5449461.084
Price change 24h %: 0.25

Quality

Capture latency ms: 5038
Order book timestamp: 2026-06-24 20:15:25.856000+02:00
Ticker timestamp: 2026-06-24 20:15:25.751000+02:00
Trades timestamp: 2026-06-24 20:15:20.216000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.45926
Best ask: 0.47027
Spread: 0.01101
Spread %: 2.368939
Mid price: 0.464765
Last price: 0.46941
Mark price: -
Index price: -

Order Book

Bid depth 5: 1816
Ask depth 5: 2105
Bid depth 10: 37566
Ask depth 10: 4439
Bid depth 20: 64618
Ask depth 20: 41868
Imbalance 5: -0.073706
Imbalance 10: 0.788644
Imbalance 20: 0.213643
Top bid size: 17
Top ask size: 106
Bid wall score: 0.000263
Ask wall score: 0.002532

Dynamics

Bid depth 5 delta: 1687
Ask depth 5 delta: 16
Imbalance 5 delta: 0.809973
Bid depth 10 delta: 35762
Ask depth 10 delta: 1309
Imbalance 10 delta: 1.057392
Spread delta: 0.00182
Mid price delta: -0.00114
Wall shift score: 0.117486

Tape

Buy volume: 5788
Sell volume: 7112
Buy/sell delta: -1324
Buy/sell ratio: 0.813836
Avg trade size: 129
Large trade count: 5
Largest trade size: 1460

Candle

Return 1: 0.176818
Return 3: 0.339272
Volume 1: 2
Volume avg 5: 16
Momentum 5: 0.339272

Cross Exchange

Mid avg: 0.47108625
Mid median: 0.472245
Price deviation %: -1.341846
Spread %: 1.707755

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 73288
Volume 24h: 176294
Quote volume 24h: 176294
Price change 24h %: 0.410704

Quality

Capture latency ms: 5958
Order book timestamp: 2026-06-24 20:15:21.340000+02:00
Ticker timestamp: 2026-06-24 20:15:21.697000+02:00
Trades timestamp: 2026-06-24 20:15:21.873000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.47074
Best ask: 0.47114
Spread: 0.0004
Spread %: 0.084937
Mid price: 0.47094
Last price: 0.47081
Mark price: 0.47252
Index price: 0.47285

Order Book

Bid depth 5: 11
Ask depth 5: 9
Bid depth 10: 21
Ask depth 10: 17
Bid depth 20: 42
Ask depth 20: 29
Imbalance 5: 0.1
Imbalance 10: 0.105263
Imbalance 20: 0.183099
Top bid size: 1
Top ask size: 2
Bid wall score: 0.02381
Ask wall score: 0.068966

Dynamics

Bid depth 5 delta: 5
Ask depth 5 delta: 4
Imbalance 5 delta: 0.009091
Bid depth 10 delta: 5
Ask depth 10 delta: 7
Imbalance 10 delta: -0.125506
Spread delta: 0.00006
Mid price delta: -0.00183
Wall shift score: -0.035007

Tape

Buy volume: 127
Sell volume: 69
Buy/sell delta: 58
Buy/sell ratio: 1.84058
Avg trade size: 1.96
Large trade count: 4
Largest trade size: 31

Candle

Return 1: -0.410365
Return 3: 0.274749
Volume 1: 144
Volume avg 5: 55.8
Momentum 5: 0.495208

Cross Exchange

Mid avg: 0.47154375
Mid median: 0.47316
Price deviation %: -0.128037
Spread %: 1.706098

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3401400
Quote volume 24h: 1546026
Price change 24h %: -0.83

Quality

Capture latency ms: 10650
Order book timestamp: 2026-06-24 20:14:58+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:05:24.895000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.4739
Best ask: 0.474
Spread: 0.0001
Spread %: 0.021099
Mid price: 0.47395
Last price: 0.4738
Mark price: -
Index price: -

Order Book

Bid depth 5: 1858
Ask depth 5: 3060
Bid depth 10: 6313
Ask depth 10: 6350
Bid depth 20: 24645
Ask depth 20: 15561
Imbalance 5: -0.244408
Imbalance 10: -0.002922
Imbalance 20: 0.225936
Top bid size: 53
Top ask size: 176
Bid wall score: 0.002151
Ask wall score: 0.01131

Dynamics

Bid depth 5 delta: -1050
Ask depth 5 delta: 982
Imbalance 5 delta: -0.410874
Bid depth 10 delta: -6931
Ask depth 10 delta: -897
Imbalance 10 delta: -0.295587
Spread delta: 0
Mid price delta: -0.0004
Wall shift score: -0.002199

Tape

Buy volume: 13031
Sell volume: 10208
Buy/sell delta: 2823
Buy/sell ratio: 1.276548
Avg trade size: 232.39
Large trade count: 7
Largest trade size: 4109

Candle

Return 1: -0.042185
Return 3: 0.872712
Volume 1: 44225
Volume avg 5: 53582.2
Momentum 5: 0.937167

Cross Exchange

Mid avg: 0.47164375
Mid median: 0.47316
Price deviation %: 0.488981
Spread %: 1.790546

Funding / OI / Volume

Funding rate: 0.0002273
Funding delta: 0
Funding abs: 0.0002273
Funding pressure: 0.0002273
Open interest: 23151025
Volume 24h: 45289031
Quote volume 24h: 20497806.97259
Price change 24h %: 0.233

Quality

Capture latency ms: 6410
Order book timestamp: 2026-06-24 20:14:47.176000+02:00
Ticker timestamp: 2026-06-24 20:14:40.849000+02:00
Trades timestamp: 2026-06-24 20:14:47.345000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.4734
Best ask: 0.4737
Spread: 0.0003
Spread %: 0.063351
Mid price: 0.47355
Last price: 0.474
Mark price: -
Index price: 0.4727

Order Book

Bid depth 5: 577
Ask depth 5: 422
Bid depth 10: 3976
Ask depth 10: 1647
Bid depth 20: 6042
Ask depth 20: 4214
Imbalance 5: 0.155155
Imbalance 10: 0.414192
Imbalance 20: 0.178237
Top bid size: 131
Top ask size: 32
Bid wall score: 0.021682
Ask wall score: 0.007594

Dynamics

Bid depth 5 delta: -126
Ask depth 5 delta: 89
Imbalance 5 delta: -0.201988
Bid depth 10 delta: 2582
Ask depth 10 delta: 127
Imbalance 10 delta: 0.457431
Spread delta: 0.0002
Mid price delta: -0.0003
Wall shift score: 0.015935

Tape

Buy volume: 3244
Sell volume: 888
Buy/sell delta: 2356
Buy/sell ratio: 3.653153
Avg trade size: 41.32
Large trade count: 8
Largest trade size: 390

Candle

Return 1: 0
Return 3: 0.722482
Volume 1: 2360
Volume avg 5: 877.4
Momentum 5: 0.829611

Cross Exchange

Mid avg: 0.47171875
Mid median: 0.47331
Price deviation %: 0.388208
Spread %: 1.790262

Funding / OI / Volume

Funding rate: 0.000227
Funding delta: 0
Funding abs: 0.000227
Funding pressure: 0.000227
Open interest: -
Volume 24h: 1194336
Quote volume 24h: 5447104.446
Price change 24h %: 0.76

Quality

Capture latency ms: 4409
Order book timestamp: 2026-06-24 20:14:41.096000+02:00
Ticker timestamp: 2026-06-24 20:14:37.930000+02:00
Trades timestamp: 2026-06-24 20:14:36.798000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 7121
gate: 7119
htx: 7067
mexc: 7116

By Symbol

VELVET/USDT:USDT: 28423

Trained Models

Offline baseline models trained from labeled historical data.

No trained models

Collect and label at least 1000 rows for a horizon before training a basic model.